public static CommonOutputs.MacroOutput <Output> CrossValidate(
IHostEnvironment env,
Arguments input,
EntryPointNode node)
{
env.CheckValue(input, nameof(input));
// This will be the final resulting list of nodes that is returned from the macro.
var subGraphNodes = new List <EntryPointNode>();
//the input transform model
VariableBinding transformModelVarName = null;
if (input.TransformModel != null)
{
transformModelVarName = node.GetInputVariable(nameof(input.TransformModel));
}
// Split the input data into folds.
var exp = new Experiment(env);
var cvSplit = new Models.CrossValidatorDatasetSplitter();
cvSplit.Data.VarName = node.GetInputVariable("Data").ToJson();
cvSplit.NumFolds = input.NumFolds;
cvSplit.StratificationColumn = input.StratificationColumn;
var cvSplitOutput = exp.Add(cvSplit);
subGraphNodes.AddRange(EntryPointNode.ValidateNodes(env, node.Context, exp.GetNodes(), node.Catalog));
var predModelVars = new Var <IPredictorModel> [input.NumFolds];
var inputTransformModelVars = new Var <IPredictorModel> [input.NumFolds];
var warningsVars = new Var <IDataView> [input.NumFolds];
var overallMetricsVars = new Var <IDataView> [input.NumFolds];
var instanceMetricsVars = new Var <IDataView> [input.NumFolds];
var confusionMatrixVars = new Var <IDataView> [input.NumFolds];
// Instantiate the subgraph for each fold.
for (int k = 0; k < input.NumFolds; k++)
{
// Parse the nodes in input.Nodes into a temporary run context.
var context = new RunContext(env);
var graph = EntryPointNode.ValidateNodes(env, context, input.Nodes, node.Catalog);
// Rename all the variables such that they don't conflict with the ones in the outer run context.
var mapping = new Dictionary <string, string>();
foreach (var entryPointNode in graph)
{
entryPointNode.RenameAllVariables(mapping);
}
// Instantiate a TrainTest entry point for this fold.
var args = new TrainTestMacro.Arguments
{
Nodes = new JArray(graph.Select(n => n.ToJson()).ToArray()),
TransformModel = null
};
if (transformModelVarName != null)
{
args.TransformModel = new Var <ITransformModel> {
VarName = transformModelVarName.VariableName
}
}
;
args.Inputs.Data = new Var <IDataView>
{
VarName = mapping[input.Inputs.Data.VarName]
};
args.Outputs.Model = new Var <IPredictorModel>
{
VarName = mapping[input.Outputs.Model.VarName]
};
// Set train/test trainer kind to match.
args.Kind = input.Kind;
// Set the input bindings for the TrainTest entry point.
var inputBindingMap = new Dictionary <string, List <ParameterBinding> >();
var inputMap = new Dictionary <ParameterBinding, VariableBinding>();
var trainingData = new SimpleParameterBinding(nameof(args.TrainingData));
inputBindingMap.Add(nameof(args.TrainingData), new List <ParameterBinding> {
trainingData
});
inputMap.Add(trainingData, new ArrayIndexVariableBinding(cvSplitOutput.TrainData.VarName, k));
var testingData = new SimpleParameterBinding(nameof(args.TestingData));
inputBindingMap.Add(nameof(args.TestingData), new List <ParameterBinding> {
testingData
});
inputMap.Add(testingData, new ArrayIndexVariableBinding(cvSplitOutput.TestData.VarName, k));
var outputMap = new Dictionary <string, string>();
var predModelVar = new Var <IPredictorModel>();
outputMap.Add(nameof(TrainTestMacro.Output.PredictorModel), predModelVar.VarName);
predModelVars[k] = predModelVar;
ML.Transforms.TwoHeterogeneousModelCombiner.Output modelCombineOutput = null;
if (transformModelVarName != null && transformModelVarName.VariableName != null)
{
var modelCombine = new ML.Transforms.TwoHeterogeneousModelCombiner
{
TransformModel = { VarName = transformModelVarName.VariableName },
PredictorModel = predModelVar
};
exp.Reset();
modelCombineOutput = exp.Add(modelCombine);
subGraphNodes.AddRange(EntryPointNode.ValidateNodes(env, node.Context, exp.GetNodes(), node.Catalog));
predModelVars[k] = modelCombineOutput.PredictorModel;
}
var warningVar = new Var <IDataView>();
outputMap.Add(nameof(TrainTestMacro.Output.Warnings), warningVar.VarName);
warningsVars[k] = warningVar;
var overallMetric = new Var <IDataView>();
outputMap.Add(nameof(TrainTestMacro.Output.OverallMetrics), overallMetric.VarName);
overallMetricsVars[k] = overallMetric;
var instanceMetric = new Var <IDataView>();
outputMap.Add(nameof(TrainTestMacro.Output.PerInstanceMetrics), instanceMetric.VarName);
instanceMetricsVars[k] = instanceMetric;
var confusionMatrix = new Var <IDataView>();
outputMap.Add(nameof(TrainTestMacro.Output.ConfusionMatrix), confusionMatrix.VarName);
confusionMatrixVars[k] = confusionMatrix;
subGraphNodes.Add(EntryPointNode.Create(env, "Models.TrainTestEvaluator", args, node.Catalog, node.Context, inputBindingMap, inputMap, outputMap));
}
exp.Reset();
var outModels = new ML.Data.PredictorModelArrayConverter
{
Model = new ArrayVar <IPredictorModel>(predModelVars)
};
var outModelsOutput = new ML.Data.PredictorModelArrayConverter.Output();
outModelsOutput.OutputModel.VarName = node.GetOutputVariableName(nameof(Output.PredictorModel));
exp.Add(outModels, outModelsOutput);
var warnings = new ML.Data.IDataViewArrayConverter
{
Data = new ArrayVar <IDataView>(warningsVars)
};
var warningsOutput = new ML.Data.IDataViewArrayConverter.Output();
warningsOutput.OutputData.VarName = node.GetOutputVariableName(nameof(Output.Warnings));
exp.Add(warnings, warningsOutput);
var overallMetrics = new ML.Data.IDataViewArrayConverter
{
Data = new ArrayVar <IDataView>(overallMetricsVars)
};
var overallMetricsOutput = new ML.Data.IDataViewArrayConverter.Output();
overallMetricsOutput.OutputData.VarName = node.GetOutputVariableName(nameof(Output.OverallMetrics));
exp.Add(overallMetrics, overallMetricsOutput);
var instanceMetrics = new ML.Data.IDataViewArrayConverter
{
Data = new ArrayVar <IDataView>(instanceMetricsVars)
};
var instanceMetricsOutput = new ML.Data.IDataViewArrayConverter.Output();
instanceMetricsOutput.OutputData.VarName = node.GetOutputVariableName(nameof(Output.PerInstanceMetrics));
exp.Add(instanceMetrics, instanceMetricsOutput);
if (input.Kind == MacroUtils.TrainerKinds.SignatureBinaryClassifierTrainer ||
input.Kind == MacroUtils.TrainerKinds.SignatureMultiClassClassifierTrainer)
{
var confusionMatrices = new ML.Data.IDataViewArrayConverter
{
Data = new ArrayVar <IDataView>(confusionMatrixVars)
};
var confusionMatricesOutput = new ML.Data.IDataViewArrayConverter.Output();
confusionMatricesOutput.OutputData.VarName = node.GetOutputVariableName(nameof(Output.ConfusionMatrix));
exp.Add(confusionMatrices, confusionMatricesOutput);
}
subGraphNodes.AddRange(EntryPointNode.ValidateNodes(env, node.Context, exp.GetNodes(), node.Catalog));
return(new CommonOutputs.MacroOutput <Output>()
{
Nodes = subGraphNodes
});
}
}
